I second the "take it to a vet" recommendation, fecals are very inexpensive and really worth it if you have any concerns.
I would also suggest adding waxworms as treats to its diet. Waxworms are almost entirely fat and good for putting on weight. Be forewarned though, that leos love them and if given too many will refuse all other food. But something like 3 worms x twice a week in addition to other prey items will help the little one.
Oh, and for the record, I've never met a leo who wouldn't put on weight, so I think that is just a line. The little one may just have something wrong with it, but a vet can say for sure. Good luck.
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0.1 Albino Leo Gecko
0.1 Crested Gecko
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